+9,376.3%
SHW vs COR
+17,545.2%
-8,168.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -3.2% | +2.8% | -6.0% | -3.8% |
| 30D | -9.5% | +4.5% | -14.1% | -10.4% |
| 3M | +11.5% | +22.7% | -11.2% | +6.9% |
| 6M | -3.5% | -9.7% | +6.2% | -2.2% |
| YTD | +3.7% | -1.4% | +5.2% | +3.0% |
| 1Y | -7.9% | +13.9% | -21.8% | -11.3% |
| 3Y | +24.7% | +94.0% | -69.3% | +7.0% |
| 5Y | +13.6% | +184.0% | -170.4% | -10.2% |
| 10Y | +283.0% | +406.8% | -123.8% | +164.3% |
| All | +9,376.3% | +17,545.2% | -8,168.9% | +4,175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling